Historical Volatility (Parkinson) (150-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

First Trust Preferred Securities and Income ETF (FPE) had 150-Day Historical Volatility (Parkinson) of 0.0384 for 2024-06-28.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-06-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0481
Historical Volatility (Parkinson)	0.0384
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.2676
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000
Forward Price	16.92
Call Breakeven Price	17.52
Put Breakeven Price	--
Option Breakeven Price	17.52